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R package rjmcmc: reversible jump MCMC using post‐processing |
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| Authors: | Nicholas Gelling Matthew R Schofield Richard J Barker |
| Abstract: | The rjmcmc package for R implements the post‐processing reversible jump Markov chain Monte Carlo (MCMC) algorithm of Barker & Link. MCMC output from each of the models is used to estimate posterior model probabilities and Bayes factors. Automatic differentiation is used to simplify implementation. The package is demonstrated on two examples. |
| Keywords: | automatic differentiation Bayesian multimodel inference Bayes factors Markov chain Monte Carlo |